Monthly Archives: December 2010

Webinar on Revolution R Enterprise

December 7, 2010
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R evangelist David Smith, marketing VP at Revolution R, will be giving a webinar showing off some of the finer features of Revolution R Enterprise - an integrated development environment (IDE) for R that has an enhanced script editor with syntax highli...

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Statistique de l’assurance STT6705V, partie 12 bis

December 7, 2010
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Statistique de l’assurance STT6705V, partie 12 bis

In the previous post (here) discussing forecasts of actuarial quantities, I did not mention much how to forecast the temporal component in the Lee-Carter model. Actually, many things can be done. Consider here some exponential smoothing techniques ...

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Le Monde puzzle [49]

December 7, 2010
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Le Monde puzzle [49]

Here is a quick-and-dirty solution to Le Monde puzzle posted a few days ago: the R code counts the number of winning tickets between 1 and N, and stops when there is a proportion of 10% of winning tickets. #winning ticket win=function(n){ #decimal digits decomposition x=rep(0,4) x=n%%10 m=(n-x)/10 x=m%%10 m=(m-x)/10 x=m%%10 m=(m-x)/10 x=m%%10 tic=0 for

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highlight 0.2-5

December 7, 2010
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I pushed highlight 0.2-5 on CRAN. This release improves the latex renderer and the sweave driver so that multiple lines character strings are properly rendered.

This example vignette shows it:

\documentclass{report}
\begin{document}

<<echo=FALSE,results=hide>>=
old.op <- options( prompt = " ", continue = " " )
@

<<>>=   
require( inline )
require( Rcpp )
convolve <- cxxfunction( 
    signature( a = "numeric", b...

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R 2.12.1 scheduled for December 16

December 6, 2010
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The next update to R will be a patch release: R 2.12.1 will be released on December 16, as announced today by the R Core Team. As is typical for a patch release, this version will include some minor bug fixes plus a few new features (from the current build's NEWS file): The DVI/PDF reference manual now includes the...

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R 2.12.1 scheduled for December 16

December 6, 2010
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The next update to R will be a patch release: R 2.12.1 will be released on December 16, as announced today by the R Core Team. As is typical for a patch release, this version will include some minor bug fixes plus a few new features (from the current build's NEWS file): The DVI/PDF reference manual now includes the...

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Jeromy Anglim on Reproducible Research and R

December 6, 2010
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Jeromy Anglim, fellow social scientist and R aficionado from across the globe, gave a great talk to the Melbourne R Users Group last week on the joys of creating reproducible results. A subject near and dear to me, but not one that is given enough attention in research training. Jeromy discusses tools for generating reproducible

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What my R code looks and feels like (Vanilla)

December 6, 2010
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Geoff Robinson discusses how to write simple and reusable R code. He provides several examples with code.

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Reproducible Research and R Workflow

December 6, 2010
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Jeromy Anglim discusses best practices and tools used to support reproducible research in R. He discusses tools for R scripting and version control; and provides examples of SWeave. This presentation was given to the Melbourne R Users Group (MelbURN)...

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3 weak days in a row

December 6, 2010
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3 weak days in a row

Recently, Trading the odds posted one of many flavors of mean reverting strategies and I decided to get my hands dirty by writing R code and testing it. You can find full description of the strategy by following latter link above. Long story short – if SPY shows lower open, high and close 3 days in

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